The fan comes on when needed to cool the computer. You get what you pay for and your particular computer is noisy.
Some computers like mine have energy management. You will find it under options in "My computer".
Your new computer most likely came without a manual. Par for the course now-days. Find the built-in help program and type in "energy management".
Without a real manual I found the Help program really needed to get used to Windows7 and the computer. With windows8 I hope you at least were shown, or remember how to get to the "start" for a conventional menu.
P.S. I thought you purchased an i5 computer. You need an i7 computer with a "state of the art" high-speed graphics chip for gaming. Your computer is middle of the road computer cpu.